Integral equation methods

This paper develops integral equation methods to the pricing problems of perpetual Bermudan options. By mathematical derivation, the optimal exercise boundary of perpetual Bermudan options can be determined by an integralform nonlinear equation which can be solved by a rootfinding algorithm. With the computational value of optimal exercise, the price of perpetual Bermudan options is written by a Fredholm integral equation.
14p nguyenminhlong19 21042020 5 0 Download

The aim of the present paper is to consider solvability and solution of a system of dual integral equations involving Fourier transforms occurring in mixed boundary value problems for Laplace equation. The uniqueness and existence theorems are proved. A method for reducing system of dual equations to a system of Fredholm integral equations of second kind is also proposed.
6p doctorstrange1 21062018 26 1 Download

In this paper, a computational method based on a hybrid of parabolic and blockpulse functions is proposed to solve a system of linear and special nonlinear Fredholm integral equations of the second kind. The convergence and error bound are analyzed. Numerical examples are given to illustrate the efficiency of the method.
10p danhdanh27 07012019 14 0 Download

The problem of nonuniqueness (NU) of the solution of exterior acoustic problems via boundary integral equations is discussed in this article. The efficient implementation of the CHIEF (Combined Helmholtz Integral Equations Formulation) method to axisymmetric problems is studied. Interior axial fields are used to indicate the solution error and to select proper CHIEF points. The procedure makes full use of LUdecomposition as well as the forward solution derived in the solution. Implementations of the procedure for hard spheres are presented.
6p kethamoi1 20112019 1 0 Download

In this paper, we study an improvement of the homotopy analysis method to find approximate solutions of nonlinear Fredholm integral equations of the second kind, which are of ulmost importance in applied and engineering.
5p viwisconsin2711 22012021 22 0 Download

Document "The Mathematical Theory of Maxwell’s Equations" give you the knowledge: The Variational Expansion into Wave Functions, Scattering From a Perfect Conductor, Approach to the Cavity Problem, Boundary Integral Equation Methods for Lipschitz Domains,...
297p nguyenhoang01 17032016 52 5 Download

(bq) part 2 book "fundamental numerical methods and data analys" has contents: numerical solution of differential and integral equations; least squares, fourier analysis, and related approximation norms; probability theory and statistics; sampling distributions of moments, statistical tests, and procedures.
148p bautroibinhyen20 06032017 27 3 Download

part 2 book “mathematical methods for physics and engineering” has contents: integral equations, complex variables, numerical methods, group theory, representation theory, quantum operators, applications of complex variables, calculus of variations,… and other contents.
780p tieu_vu13 06082018 31 0 Download

part 2 book “student solutions manual for mathematical methods for physics and engineering” has contents: series solutions of odes, special functions, quantum operators, calculus of variations, integral equations, complex variables, group theory, numerical methods, representation theory,… and other contents.
266p tieu_vu13 06082018 29 0 Download

This material is taught in the BSc. Mathematics degree programme at the Manchester Metropolitan University, UK. The Finite Volume Method (FVM) is taught after the Finite Difference Method (FDM) where important concepts such as convergence, consistency and stability are presented. The FDM material is contained in the online textbook, ‘Introductory Finite Difference Methods for PDEs’ which is free to download from:
82p sn_buon 29112012 53 5 Download

(bq) part 2 book "advanced engineering electromagnetics" has contents: circular cross section waveguides and cavities, spherical transmission lines and cavities, scattering, integral equations and the moment method, geometrical theory of diffraction, diffraction by wedge with impedance surfaces,...and other contents.
542p bautroibinhyen20 06032017 32 4 Download

The three texts in this one cover, entitled ‘The series solution of second order, ordinary differential equations and special functions’ (Part I), ‘An introduction to SturmLiouville theory’ (Part II) and ‘Integral transforms’ (Part III), are three of the ‘Notebook’ series available as additional and background reading to students at Newcastle University (UK).
181p sn_buon 29112012 70 3 Download

Tuyển tập báo cáo các nghiên cứu khoa học quốc tế ngành hóa học dành cho các bạn yêu hóa học tham khảo đề tài: Review Article T Stability Approach to Variational Iteration Method for Solving Integral Equations
9p sting08 18022012 30 2 Download

We consider an inverse problem for determining an inhomogeneity in a viscoelastic body of the Zener type, using Cauchy boundary data, under cyclic loads at low frequency. We show that the inverse problem reduces to the one for the Helmholtz equation and to the same nonlinear Calderon equation given for the harmonic case. A method of solution is proposed which consists in two steps : solution of a source inverse problem, then solution of a linear Volterra integral equation.
9p thienthanquydu 23102018 20 0 Download

This procedure can be repeated as with Romberg integration. The general consensus is that the best of the higher order methods is the blockbyblock method (see [1]). Another important topic is the use of variable stepsize methods
8p babyuni 17082010 59 3 Download

These two texts in this one cover, entitled ‘An introduction to the standard methods of elementary integration’ (Part I) and ‘The integration of ordinary differential equations’ (Part II), are two of the ‘Notebook’ series available as additional and background reading to students at Newcastle University (UK). This pair constitutes a basic introduction to both the elementary methods of integration, and also the application of some of these techniques to the solution of standard ordinary differential equations.
122p sn_buon 29112012 47 3 Download

Setting Equation (6) equal to zero and solving for P also provides the level of population at the turning point as referred to above. Our results therefore clearly suggest that the marginal impact of population on sulfur dioxide emissions is an increasing function of the level of population i.e., the greater the level of population, the greater the envi ronmental impact of each additional unit of population. As a next step, column III reports results from the model that examines the role played by the age structure of the population.
18p tainhacmienphi 19022013 30 3 Download

This comprehensive guide to stochastic processes gives a complete overview of the theory and addresses the most important applications. Pitched at a level accessible to beginning graduate students and researchers from applied disciplines, it is both a course book and a rich resource for individual readers. Subjects covered include Brownian motion, stochastic calculus, stochastic differential equations, Markov processes, weak convergence of processes, and semigroup theory.
408p bachduong1311 10122012 38 1 Download

On the base of the integral representation of displacement functions through Green's functions the author has proposed a numerical method for solving the differential equations of the problem. These equations were solved approximately after producing them into linear algebraic equations by finite difference technique.
6p bautroibinhyen211 28102018 18 0 Download

In this paper, Taguchi method and super ranking concept are integrated together to present an efficient optimization technique for simultaneous optimization of three NTM processes, i.e. electrodischarge machining process, wire electrodischarge machining process and electrochemical discharge drilling process. The derived results are validated with the help of developed regression equations, which show that the proposed approach outperforms the other popular multiresponse optimization techniques.
23p danhnguyentuongvi27 19122018 15 0 Download